On the Convergence Rate in the Invariance Principle for Strongly Mixing Sequences

DOI10.1137/1128081zbMATH Open0544.60038OpenAlexW2051971602MaRDI QIDQ3333802FDOQ3333802

V. V. Gorodets'kyj

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128081

zbMATH Keywords

weak convergenceinvariance principlestrong mixing conditionstationary in the strict senseLevy-Prohorov metric

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cited In (6)

• Title not available (Why is that?)
• An improvement of the mixing rates in a counter-example to the weak invariance principle
• Title not available (Why is that?)
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Strong approximation for mixing sequences with infinite variance
• Title not available (Why is that?)

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